858 resultados para [JEL:C5] Mathematical and Quantitative Methods - Econometric Modeling


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This paper presents a new approach by making use of a hybrid method of using the displacement discontinuity element method and direct boundary element method to model concrete cracking by incorporating fictitious crack model. Fracture mechanics approach is followed using the Hillerborg's fictitious crack model. A boundary element based substructure method and a hybrid technique of using displacement discontinuity element method and direct boundary element method are compared in this paper. In order to represent the process zone ahead of the crack, closing forces are assumed to act in such a way that they obey a linear normal stress-crack opening displacement law. Plain concrete beams with and without initial crack under three-point loading were analyzed by both the methods. The numerical results obtained were shown to agree well with the results from existing finite element method. The model is capable of reproducing the whole range of load-deflection response including strain-softening and snap-back behavior as illustrated in the numerical examples. (C) 2011 Elsevier Ltd. All rights reserved.

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The climatic effects of Solar Radiation Management (SRM) geoengineering have been often modeled by simply reducing the solar constant. This is most likely valid only for space sunshades and not for atmosphere and surface based SRM methods. In this study, a global climate model is used to evaluate the differences in the climate response to SRM by uniform solar constant reduction and stratospheric aerosols. Our analysis shows that when global mean warming from a doubling of CO2 is nearly cancelled by both these methods, they are similar when important surface and tropospheric climate variables are considered. However, a difference of 1 K in the global mean stratospheric (61-9.8 hPa) temperature is simulated between the two SRM methods. Further, while the global mean surface diffuse radiation increases by similar to 23 % and direct radiation decreases by about 9 % in the case of sulphate aerosol SRM method, both direct and diffuse radiation decrease by similar fractional amounts (similar to 1.0 %) when solar constant is reduced. When CO2 fertilization effects from elevated CO2 concentration levels are removed, the contribution from shaded leaves to gross primary productivity (GPP) increases by 1.8 % in aerosol SRM because of increased diffuse light. However, this increase is almost offset by a 15.2 % decline in sunlit contribution due to reduced direct light. Overall both the SRM simulations show similar decrease in GPP (similar to 8 %) and net primary productivity (similar to 3 %). Based on our results we conclude that the climate states produced by a reduction in solar constant and addition of aerosols into the stratosphere can be considered almost similar except for two important aspects: stratospheric temperature change and the consequent implications for the dynamics and the chemistry of the stratosphere and the partitioning of direct versus diffuse radiation reaching the surface. Further, the likely dependence of global hydrological cycle response on aerosol particle size and the latitudinal and height distribution of aerosols is discussed.

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Analytical methods provide a global context from which to understand the dynamics of stone spires, but computational and experimental methods are useful to predict more specific behavior of multiple block structures. In this paper, the spire of St. Mary Magdalene church in Waltham-on-the-Wolds, UK, which was damaged in the 2008 Lincolnshire Earthquake, is used as a case study. Both a physical model and a discrete element computational model of the spire were created and used to investigate collapse under constant horizontal acceleration, impulse base motion, and earthquake ground motion. Results indicate that the global behavior compares well with analytical modeling, but local block displacements evident in DEM and experimental results also reduce the stability of the structure. In this context, the observed damage to St. Mary Magdalene church is evaluated and discussed. © 2012 Elsevier Ltd.

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The future success of many electronics companies will depend to a large extent on their ability to initiate techniques that bring schedules, performance, tests, support, production, life-cycle-costs, reliability prediction and quality control into the earliest stages of the product creation process. Earlier papers have discussed the benefits of an integrated analysis environment for system-level thermal, stress and EMC prediction. This paper focuses on developments made to the stress analysis module and presents results obtained for an SMT resistor. Lifetime predictions are made using the Coffin-Manson equation. Comparison with the creep strain energy based models of Darveaux (1997) shows the shear strain based method to underestimate the solder joint life. Conclusions are also made about the capabilities of both approaches to predict the qualitative and quantitative impact of design changes.

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This paper looks at the application of some of the assessment methods in practice with the view to enhance students’ learning in mathematics and statistics. It explores the effective application of assessment methods and highlights the issues or problems, and ways of avoiding them, related to some of the common methods of assessing mathematical and statistical learning. Some observations made by the author on good assessment practice and useful approaches employed at his institution in designing and applying assessment methods are discussed. Successful strategies in implementing assessment methods at different levels are described.

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Progress in microbiology has always been driven by technological advances, ever since Antonie van Leeuwenhoek discovered bacteria by making an improved compound microscope. However, until very recently we have not been able to identify microbes and record their mostly invisible activities, such as nutrient consumption or toxin production on the level of the single cell, not even in the laboratory. This is now changing with the rapid rise of exciting new technologies for single-cell microbiology (1, 2), which enable microbiologists to do what plant and animal ecologists have been doing for a long time: observe who does what, when, where, and next to whom. Single cells taken from the environment can be identified and even their genomes sequenced. Ex situ, their size, elemental, and biochemical composition, as well as other characteristics can be measured with high-throughput and cells sorted accordingly. Even better, individual microbes can be observed in situ with a range of novel microscopic and spectroscopic methods, enabling localization, identification, or functional characterization of cells in a natural sample, combined with detecting uptake of labeled compounds. Alternatively, they can be placed into fabricated microfluidic environments, where they can be positioned, exposed to stimuli, monitored, and their interactions controlled “in microfluido.” By introducing genetically engineered reporter cells into a fabricated landscape or a microcosm taken from nature, their reproductive success or activity can be followed, or their sensing of their local environment recorded.

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The present study has employed a combination of spectroscopic, calorimetric and computational methods to explore the binding of the three side-chained triazatruxene derivative, termed azatrux, to a human telomeric G-quadruplex sequence, under conditions of molecular crowding. The binding of azatrux to the tetramolecular parallel [d(TGGGGT)](4) quadruplex in the presence and absence of crowding conditions, was also characterized. The data indicate that azatrux binds in an end-stacking mode to the parallel G-quadruplex scaffold and highlights the key structural elements involved in the binding. The selectivity of azatrux for the human telomeric G-quadruplex relative to another biologically relevant G-quadruplex (c-Kit87up) and to duplex DNA was also investigated under molecular crowding conditions, showing that azatrux has good selectivity for the human telomeric G-quadruplex over the other investigated DNA structures. (C) 2011 Elsevier Masson SAS. All rights reserved.

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Pantothenicacid (PA), vitamin B5, is an essential B vitamin that may be fortified in food and as such requires robust and accurate methods of detection to meet compliance legislation. This study reports the production and characterisation of the first monoclonalantibody (MAb) specific for PA and the subsequent development of a surface plasmon resonance (SPR) biosensorassay for the quantification of PA. The developed assay was compared with an SPR based commercial kit which utilised a polyclonal antibody (PAb). Foodstuffs, including cereals (n = 43), infant formulas and baby food (n = 10) and fruit juices (n = 48) were analysed by both the MAb and PAb biosensorassays and comparison plots showed good correlation (R2 0.77–0.99). The results indicate that the MAb basedbiosensorassay is suitable for the measurement of PA in foodstuffs and has the added advantage of facilitating a constant, long term supply of identical antibody. Preliminary matrix studies suggest the MAb basedassay is an excellent candidate for further validation studies and routine quality assurance based analysis.

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Health care research includes many studies that combine quantitative and qualitative methods. In this paper, we revisit the quantitative-qualitative debate and review the arguments for and against using mixed-methods. In addition, we discuss the implications stemming from our view, that the paradigms upon which the methods are based have a different view of reality and therefore a different view of the phenomenon under study. Because the two paradigms do not study the same phenomena, quantitative and qualitative methods cannot be combined for cross-validation or triangulation purposes. However, they can be combined for complementary purposes. Future standards for mixed-methods research should clearly reflect this recommendation.

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A relação entre a epidemiologia, a modelação matemática e as ferramentas computacionais permite construir e testar teorias sobre o desenvolvimento e combate de uma doença. Esta tese tem como motivação o estudo de modelos epidemiológicos aplicados a doenças infeciosas numa perspetiva de Controlo Ótimo, dando particular relevância ao Dengue. Sendo uma doença tropical e subtropical transmitida por mosquitos, afecta cerca de 100 miles de pessoas por ano, e é considerada pela Organização Mundial de Saúde como uma grande preocupação para a saúde pública. Os modelos matemáticos desenvolvidos e testados neste trabalho, baseiam-se em equações diferenciais ordinárias que descrevem a dinâmica subjacente à doença nomeadamente a interação entre humanos e mosquitos. É feito um estudo analítico dos mesmos relativamente aos pontos de equilíbrio, sua estabilidade e número básico de reprodução. A propagação do Dengue pode ser atenuada através de medidas de controlo do vetor transmissor, tais como o uso de inseticidas específicos e campanhas educacionais. Como o desenvolvimento de uma potencial vacina tem sido uma aposta mundial recente, são propostos modelos baseados na simulação de um hipotético processo de vacinação numa população. Tendo por base a teoria de Controlo Ótimo, são analisadas as estratégias ótimas para o uso destes controlos e respetivas repercussões na redução/erradicação da doença aquando de um surto na população, considerando uma abordagem bioeconómica. Os problemas formulados são resolvidos numericamente usando métodos diretos e indiretos. Os primeiros discretizam o problema reformulando-o num problema de optimização não linear. Os métodos indiretos usam o Princípio do Máximo de Pontryagin como condição necessária para encontrar a curva ótima para o respetivo controlo. Nestas duas estratégias utilizam-se vários pacotes de software numérico. Ao longo deste trabalho, houve sempre um compromisso entre o realismo dos modelos epidemiológicos e a sua tratabilidade em termos matemáticos.

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The fractional calculus of variations and fractional optimal control are generalizations of the corresponding classical theories, that allow problem modeling and formulations with arbitrary order derivatives and integrals. Because of the lack of analytic methods to solve such fractional problems, numerical techniques are developed. Here, we mainly investigate the approximation of fractional operators by means of series of integer-order derivatives and generalized finite differences. We give upper bounds for the error of proposed approximations and study their efficiency. Direct and indirect methods in solving fractional variational problems are studied in detail. Furthermore, optimality conditions are discussed for different types of unconstrained and constrained variational problems and for fractional optimal control problems. The introduced numerical methods are employed to solve some illustrative examples.

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Naïvement perçu, le processus d’évolution est une succession d’événements de duplication et de mutations graduelles dans le génome qui mènent à des changements dans les fonctions et les interactions du protéome. La famille des hydrolases de guanosine triphosphate (GTPases) similaire à Ras constitue un bon modèle de travail afin de comprendre ce phénomène fondamental, car cette famille de protéines contient un nombre limité d’éléments qui diffèrent en fonctionnalité et en interactions. Globalement, nous désirons comprendre comment les mutations singulières au niveau des GTPases affectent la morphologie des cellules ainsi que leur degré d’impact sur les populations asynchrones. Mon travail de maîtrise vise à classifier de manière significative différents phénotypes de la levure Saccaromyces cerevisiae via l’analyse de plusieurs critères morphologiques de souches exprimant des GTPases mutées et natives. Notre approche à base de microscopie et d’analyses bioinformatique des images DIC (microscopie d’interférence différentielle de contraste) permet de distinguer les phénotypes propres aux cellules natives et aux mutants. Lemploi de cette méthode a permis une détection automatisée et une caractérisation des phénotypes mutants associés à la sur-expression de GTPases constitutivement actives. Les mutants de GTPases constitutivement actifs Cdc42 Q61L, Rho5 Q91H, Ras1 Q68L et Rsr1 G12V ont été analysés avec succès. En effet, l’implémentation de différents algorithmes de partitionnement, permet d’analyser des données qui combinent les mesures morphologiques de population native et mutantes. Nos résultats démontrent que l’algorithme Fuzzy C-Means performe un partitionnement efficace des cellules natives ou mutantes, où les différents types de cellules sont classifiés en fonction de plusieurs facteurs de formes cellulaires obtenus à partir des images DIC. Cette analyse démontre que les mutations Cdc42 Q61L, Rho5 Q91H, Ras1 Q68L et Rsr1 G12V induisent respectivement des phénotypes amorphe, allongé, rond et large qui sont représentés par des vecteurs de facteurs de forme distincts. Ces distinctions sont observées avec différentes proportions (morphologie mutante / morphologie native) dans les populations de mutants. Le développement de nouvelles méthodes automatisées d’analyse morphologique des cellules natives et mutantes s’avère extrêmement utile pour l’étude de la famille des GTPases ainsi que des résidus spécifiques qui dictent leurs fonctions et réseau d’interaction. Nous pouvons maintenant envisager de produire des mutants de GTPases qui inversent leur fonction en ciblant des résidus divergents. La substitution fonctionnelle est ensuite détece au niveau morphologique grâce à notre nouvelle stratégie quantitative. Ce type d’analyse peut également être transposé à d’autres familles de protéines et contribuer de manière significative au domaine de la biologie évolutive.

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The thesis has covered various aspects of modeling and analysis of finite mean time series with symmetric stable distributed innovations. Time series analysis based on Box and Jenkins methods are the most popular approaches where the models are linear and errors are Gaussian. We highlighted the limitations of classical time series analysis tools and explored some generalized tools and organized the approach parallel to the classical set up. In the present thesis we mainly studied the estimation and prediction of signal plus noise model. Here we assumed the signal and noise follow some models with symmetric stable innovations.We start the thesis with some motivating examples and application areas of alpha stable time series models. Classical time series analysis and corresponding theories based on finite variance models are extensively discussed in second chapter. We also surveyed the existing theories and methods correspond to infinite variance models in the same chapter. We present a linear filtering method for computing the filter weights assigned to the observation for estimating unobserved signal under general noisy environment in third chapter. Here we consider both the signal and the noise as stationary processes with infinite variance innovations. We derived semi infinite, double infinite and asymmetric signal extraction filters based on minimum dispersion criteria. Finite length filters based on Kalman-Levy filters are developed and identified the pattern of the filter weights. Simulation studies show that the proposed methods are competent enough in signal extraction for processes with infinite variance.Parameter estimation of autoregressive signals observed in a symmetric stable noise environment is discussed in fourth chapter. Here we used higher order Yule-Walker type estimation using auto-covariation function and exemplify the methods by simulation and application to Sea surface temperature data. We increased the number of Yule-Walker equations and proposed a ordinary least square estimate to the autoregressive parameters. Singularity problem of the auto-covariation matrix is addressed and derived a modified version of the Generalized Yule-Walker method using singular value decomposition.In fifth chapter of the thesis we introduced partial covariation function as a tool for stable time series analysis where covariance or partial covariance is ill defined. Asymptotic results of the partial auto-covariation is studied and its application in model identification of stable auto-regressive models are discussed. We generalize the Durbin-Levinson algorithm to include infinite variance models in terms of partial auto-covariation function and introduce a new information criteria for consistent order estimation of stable autoregressive model.In chapter six we explore the application of the techniques discussed in the previous chapter in signal processing. Frequency estimation of sinusoidal signal observed in symmetric stable noisy environment is discussed in this context. Here we introduced a parametric spectrum analysis and frequency estimate using power transfer function. Estimate of the power transfer function is obtained using the modified generalized Yule-Walker approach. Another important problem in statistical signal processing is to identify the number of sinusoidal components in an observed signal. We used a modified version of the proposed information criteria for this purpose.

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This thesis presents the development of hardware, theory, and experimental methods to enable a robotic manipulator arm to interact with soils and estimate soil properties from interaction forces. Unlike the majority of robotic systems interacting with soil, our objective is parameter estimation, not excavation. To this end, we design our manipulator with a flat plate for easy modeling of interactions. By using a flat plate, we take advantage of the wealth of research on the similar problem of earth pressure on retaining walls. There are a number of existing earth pressure models. These models typically provide estimates of force which are in uncertain relation to the true force. A recent technique, known as numerical limit analysis, provides upper and lower bounds on the true force. Predictions from the numerical limit analysis technique are shown to be in good agreement with other accepted models. Experimental methods for plate insertion, soil-tool interface friction estimation, and control of applied forces on the soil are presented. In addition, a novel graphical technique for inverting the soil models is developed, which is an improvement over standard nonlinear optimization. This graphical technique utilizes the uncertainties associated with each set of force measurements to obtain all possible parameters which could have produced the measured forces. The system is tested on three cohesionless soils, two in a loose state and one in a loose and dense state. The results are compared with friction angles obtained from direct shear tests. The results highlight a number of key points. Common assumptions are made in soil modeling. Most notably, the Mohr-Coulomb failure law and perfectly plastic behavior. In the direct shear tests, a marked dependence of friction angle on the normal stress at low stresses is found. This has ramifications for any study of friction done at low stresses. In addition, gradual failures are often observed for vertical tools and tools inclined away from the direction of motion. After accounting for the change in friction angle at low stresses, the results show good agreement with the direct shear values.